Optimal portfolio management.
This paper investigates the dual effect of stock selection and asset allocation method on optimizing equity portfolio performance, defined by risk-adjusted return. Portfolios are formed based on the four indicators, highest dividend yield, lowest price-earnings ratio, lowest price-to-book ratio and...
Saved in:
Main Authors: | , , |
---|---|
Other Authors: | |
Format: | Final Year Project |
Language: | English |
Published: |
2010
|
Subjects: | |
Online Access: | http://hdl.handle.net/10356/35554 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | Nanyang Technological University |
Language: | English |
Be the first to leave a comment!